-66.1%
JBLU vs DRI
+1,563.3%
-1,629.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.5% | -1.3% |
| 7D | +1.1% | -1.2% | +2.3% | +1.9% |
| 30D | -25.5% | -0.4% | -25.1% | -25.6% |
| 3M | -5.0% | +9.5% | -14.6% | -10.3% |
| 6M | +0.7% | +6.5% | -5.8% | -3.2% |
| YTD | -0.7% | +18.4% | -19.1% | -10.1% |
| 1Y | -12.7% | +4.2% | -17.0% | -15.4% |
| 3Y | -12.7% | +57.1% | -69.8% | -33.3% |
| 5Y | -69.3% | +70.4% | -139.7% | -77.2% |
| 10Y | -73.0% | +354.0% | -427.1% | -88.8% |
| All | -66.1% | +1,563.3% | -1,629.4% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling